A Non-Linear Extension of the Simplex Method

This paper describes an algorithm for the solution of mathematical programming problems having a linear objective function and non-linear constraints. The algorithm is basically an adaptation of the simplex method to the case of non-linear constraints. Certain complications are, however, introduced through non-linearity in the constraints, and it is shown how these can be overcome.

• 저널Management Science · 7(1) · 43–55
• 토픽Matrix Theory and Algorithms · Computational Theory and Mathematics
• DOI10.1287/mnsc.7.1.43
• 저자Peter Wegner